Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 0.81% | 98.20 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,229 CHF | 247,229 CHF | 100.00% | 100.00% |
18/12/2024 | 0.81% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,464 CHF | 247,464 CHF | 99.93% | 99.93% |
17/12/2024 | 0.81% | 99.32 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,280 CHF | 249,280 CHF | 100.00% | 100.00% |
16/12/2024 | 0.81% | 98.71 % | 99.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,784 CHF | 248,784 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,699 CHF | 249,699 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 99.11 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,958 CHF | 249,958 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,608 CHF | 249,608 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,806 CHF | 249,806 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,161 CHF | 250,161 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,862 CHF | 250,862 CHF | 100.00% | 100.00% |